English

On ergodic properties of some Levy-type processes

Probability 2022-08-26 v1

Abstract

In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form Lf(x)=a(x)f(x)+R(f(x+u)f(x)f(x)uIu1)ν(x,du),fC2(R). Lf(x) = a(x)f'(x) + \int_{\mathbb{R}}{ \left( f(x+u)-f(x)- \nabla f(x)\cdot u \mathbb{I}_{|u|\leq 1} \right) \nu(x,du)}, \quad f\in C_{\infty}^{2}(\mathbb{R}). Here ν(x,du)\nu(x,du) is a Levy-type kernel and a():RRa(\cdot): \mathbb{R}\to \mathbb{R}. We consider the case when the tails are of polynomial decay as well as the case when the decay is (sub)-exponential. For the proof the Foster-Lyapunov approach is used.

Keywords

Cite

@article{arxiv.2208.12056,
  title  = {On ergodic properties of some Levy-type processes},
  author = {Victoria Knopova and Yana Mokanu},
  journal= {arXiv preprint arXiv:2208.12056},
  year   = {2022}
}
R2 v1 2026-06-25T01:58:24.173Z